Discrete event simulation

In the field of simulation, a discrete-event simulation (DES), models the operation of a system
as a discrete sequence of events in time. Each event occurs at a particular instant in time and
marks a change of state in the system.[1] Between consecutive events, no change in the system is
assumed to occur; thus the simulation can directly jump in time from one event to the next.
This contrasts with continuous simulation in which the simulation continuously tracks the system
dynamics over time. Instead of being event-based, this is called an activity-based simulation;
time is broken up into small time slices and the system state is updated according to the set of
activities happening in the time slice.[2] Because discrete-event simulations do not have to
simulate every time slice, they can typically run much faster than the corresponding continuous
simulation.
Another alternative to event-based simulation is process-based simulation. In this approach, each
activity in a system corresponds to a separate process, where a process is typically simulated by a
thread in the simulation program.[2] In this case, the discrete events, which are generated by
threads, would cause other threads to sleep, wake, and update the system state.
A more recent method is the three-phased approach to discrete event simulation (Pidd, 1998). In
this approach, the first phase is to jump to the next chronological event. The second phase is to
execute all events that unconditionally occur at that time (these are called B-events). The third
phase is to execute all events that conditionally occur at that time (these are called C-events).
The three phase approach is a refinement of the event-based approach in which simultaneous
events are ordered so as to make the most efficient use of computer resources. The three-phase
approach is used by a number of commercial simulation software packages, but from the user's
point of view, the specifics of the underlying simulation method are generally hidden.

Contents

1 Example
2 Components of a discrete-event simulation
o 2.1 State
o 2.2 Clock
o 2.3 Events list
o 2.4 Random-number generators
o 2.5 Statistics
o 2.6 Ending condition
3 Simulation engine logic
o 3.1 Start
o 3.2 Do loop or while loop
o 3.3 End
4 Common uses

4.1 Diagnosing process issues

4.1.1 Hospital applications
o 4.2 Lab test performance improvement ideas
o 4.3 Evaluating capital investment decisions
o 4.4 Network simulators
5 See also
6 References
7 Further reading
o

Example
A common exercise in learning how to build discrete-event simulations is to model a queue, such
as customers arriving at a bank to be served by a teller. In this example, the system entities are
Customer-queue and Tellers. The system events are Customer-Arrival and CustomerDeparture. (The event of Teller-Begins-Service can be part of the logic of the arrival and
departure events.) The system states, which are changed by these events, are Number-ofCustomers-in-the-Queue (an integer from 0 to n) and Teller-Status (busy or idle). The random
variables that need to be characterized to model this system stochastically are CustomerInterarrival-Time and Teller-Service-Time. An agent-based framework for performance
modeling of an optimistic parallel discrete event simulator is another example for a discrete
event simulation.[3]

Components of a discrete-event simulation

In addition to the logic of what happens when system events occur, discrete event simulations
include the following:

State
A system state is a set of variables that captures the salient properties of the system to be studied.
The state trajectory overtime S(t) can be mathematically represented by a step function whose
values change in correspondence of discrete events.

Clock
The simulation must keep track of the current simulation time, in whatever measurement units
are suitable for the system being modeled. In discrete-event simulations, as opposed to real-time
simulations, time hops because events are instantaneous the clock skips to the next event start
time as the simulation proceeds.

Events list
The simulation maintains at least one list of simulation events. This is sometimes called the
pending event set because it lists events that are pending as a result of previously simulated event
but have yet to be simulated themselves. An event is described by the time at which it occurs and

a type, indicating the code that will be used to simulate that event. It is common for the event
code to be parametrized, in which case, the event description also contains parameters to the
event code.
When events are instantaneous, activities that extend over time are modeled as sequences of
events. Some simulation frameworks allow the time of an event to be specified as an interval,
giving the start time and the end time of each event.
Single-threaded simulation engines based on instantaneous events have just one current event. In
contrast, multi-threaded simulation engines and simulation engines supporting an interval-based
event model may have multiple current events. In both cases, there are significant problems with
synchronization between current events.
The pending event set is typically organized as a priority queue, sorted by event time.[4] That is,
regardless of the order in which events are added to the event set, they are removed in strictly
chronological order. Several general-purpose priority queue algorithms have proven effective for
discrete-event simulation,[5] most notably, the splay tree. More recent alternatives include skip
lists, calendar queues,[6] and ladder queues.[7]
Typically, events are scheduled dynamically as the simulation proceeds. For example, in the
bank example noted above, the event CUSTOMER-ARRIVAL at time t would, if the
CUSTOMER_QUEUE was empty and TELLER was idle, include the creation of the subsequent
event CUSTOMER-DEPARTURE to occur at time t+s, where s is a number generated from the
SERVICE-TIME distribution.

Random-number generators
The simulation needs to generate random variables of various kinds, depending on the system
model. This is accomplished by one or more Pseudorandom number generators. The use of
pseudo-random numbers as opposed to true random numbers is a benefit should a simulation
need a rerun with exactly the same behavior.
One of the problems with the random number distributions used in discrete-event simulation is
that the steady-state distributions of event times may not be known in advance. As a result, the
initial set of events placed into the pending event set will not have arrival times representative of
the steady-state distribution. This problem is typically solved by bootstrapping the simulation
model. Only a limited effort is made to assign realistic times to the initial set of pending events.
These events, however, schedule additional events, and with time, the distribution of event times
approaches its steady state. This is called bootstrapping the simulation model. In gathering
statistics from the running model, it is important to either disregard events that occur before the
steady state is reached or to run the simulation for long enough that the bootstrapping behavior is
overwhelmed by steady-state behavior. (This use of the term bootstrapping can be contrasted
with its use in both statistics and computing.)

Statistics

The simulation typically keeps track of the system's statistics, which quantify the aspects of
interest. In the bank example, it is of interest to track the mean waiting times. In a simulation
model, performance metrics are not analytically derived from probability distributions, but rather
as averages over replications, that is different runs of the model. Confidence intervals are usually
constructed to help assess the quality of the output.

Ending condition
Because events are bootstrapped, theoretically a discrete-event simulation could run forever. So
the simulation designer must decide when the simulation will end. Typical choices are at time t
or after processing n number of events or, more generally, when statistical measure X reaches
the value x.

Simulation engine logic

The main loop of a discrete-event simulation is something like this:

Start

Initialize Ending Condition to FALSE.

Initialize system state variables.
Initialize Clock (usually starts at simulation time zero).
Schedule an initial event (i.e., put some initial event into the Events List).

Do loop or while loop

While (Ending Condition is FALSE) then do the following:

Set clock to next event time.

Do next event and remove from the Events List.
Update statistics.

End

Generate statistical report.

Common uses
Diagnosing process issues
Simulation approaches are particularly well equipped to help users diagnose issues in complex
environments. The Goal (Theory of Constraints) illustrates the importance of understanding
bottlenecks in a system. Only process improvements at the bottlenecks will actually improve
the overall system. In many organizations bottlenecks become hidden by excess inventory,
overproduction, variability in processes and variability in routing or sequencing. By accurately

documenting the system inside a simulation model it is possible to gain a birds eye view of the
entire system.
A working model of a system allows management to understand performance drivers. A
simulation can be built to include any number of performance indicators such as worker
utilization, on-time delivery rate, scrap rate, cash cycles, and so on.
Hospital applications
An operating theater is generally shared between several surgical disciplines. Through better
understanding the nature of these procedures it may be possible to increase the patient
throughput. Example: If a heart surgery takes on average four hours, changing an operating room
schedule from eight available hours to nine will not increase patient throughput. On the other
hand, if a hernia procedure takes on average twenty minutes providing an extra hour may also
not yield any increased throughput if the capacity and average time spent in the recovery room is
not considered.

Lab test performance improvement ideas

Many systems improvement ideas are built on sound principles, proven methodologies (Lean,
Six Sigma, TQM, etc.) yet fail to improve the overall system. A simulation model allows the user
to understand and test a performance improvement idea in the context of the overall system.

Evaluating capital investment decisions

See also: Monte Carlo methods in finance; Corporate finance #Capital investment
decisions and #Quantifying uncertainty.
Simulation modeling is commonly used to model potential investments. Through modeling
investments decision-makers can make informed decisions and evaluate potential alternatives.

Network simulators
Discrete event simulation is used in computer network to simulate new protocols for different
network traffic scenarios before deployment.

See also
System modeling approaches:

Finite-state machine and a special case, Markov chain

Stochastic process and a special case, Markov process
Queueing theory and in particular birth-death process
Discrete Event System Specification
Transaction-level modeling (TLM)

Computational techniques:

Computer experiment
Computer simulation
Monte Carlo method
Variance reduction
Pseudo random number generator

Software:

List of computer simulation software

List of discrete event simulation software

Disciplines:

Industrial engineering
Network simulation

References
1.
Stewart Robinson (2004). Simulation The practice of model development and use. Wiley.
Matloff, Norm. "Introduction to Discrete-Event Simulation and the SimPy Language" (PDF).
Retrieved 24 January 2013.
Aditya Kurve, Khashayar Kotobi, George Kesidis. "An agent-based framework for
performance modeling of an optimistic parallel discrete event simulator". Complex Adaptive
Systems Modeling 1: 12. doi:10.1186/2194-3206-1-12.
Douglas W. Jones, ed. Implementations of Time, Proceedings of the 18th Winter Simulation
Conference, 1986.
Douglas W. Jones, Empirical Comparison of Priority Queue and Event Set
Implementations, Communications of the ACM, 29, April 1986, pages 300311.
Kah Leong Tan and Li-Jin Thng, SNOOPy Calendar Queue, Proceedings of the 32nd
Winter Simulation Conference, 2000
7. Tom Dickman, Sounak Gupta and Philip A. Wilsey, [1], Proceedings of the 2013 ACM
SIGSIM conference on Principles of advanced discrete simulation

Further reading

Myron H. MacDougall (1987). Simulating Computer Systems: Techniques and Tools.

MIT Press.
William Delaney, Erminia Vaccari (1988). Dynamic Models and Discrete Event
Simulation. Dekker INC.

Roger W. McHaney (1991). Computer Simulation: A Practical Perspective. Academic

Press.
Michael Pidd (1998). Computer simulation in management science fourth edition.
Wiley.
A, Alan Pritsker, Jean J. O'Reilly (1999). Simulation with Visual SLAM and AweSim.
Wiley.
Averill M. Law and W. David Kelton (2000). Simulation modeling and analysis third
edition. McGrawHill.
Bernard P. Zeigler, Herbert Praehofer and Tag Gon Kim (2000). Theory of modeling and
simulation: Integrating discrete event and continuous complex dynamic systems second
edition. Academic Press.
Jerry Banks, John Carson, Barry Nelson and David Nicol (2005). Discrete-event system
simulation fourth edition. Pearson.
James J. Nutaro (2010). Building software for simulation: theory and algorithms, with
applications in C++. Wiley.